Abstract

Abstract Artificial stock markets are models design to capture essential properties of real stock markets in order to reproduce, analy ze or understand market dynamics with computational experiments. Since there is a large variety of real stock markets and trading strategies, a large number of different artificial sock markets have been proposed. The researchers need constantly to test new structures of markets and new strategies of investment. In this paper we use Gaia methodology to provide a semi-formal specification of a generic model for artificial stock markets. The model is flexible in the sense that it can be used to develop several market structures and trading strategies, it can also adapted to support additional aspects.

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